Related papers: Numerical Gradient Schemes for Heat Equations Base…
Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…
We present a Hermite interpolation based partial differential equation solver for Hamilton-Jacobi equations. Many Hamilton-Jacobi equations have a nonlinear dependency on the gradient, which gives rise to discontinuities in the derivatives…
The partitioned approach for the numerical integration of power system differential algebraic equations faces inherent numerical stability challenges due to delays between the computation of state and algebraic variables. Such delays can…
We propose and analyze an inexact gradient method based on incremental proper orthogonal decomposition (iPOD) to address the data storage difficulty in time-dependent PDE-constrained optimization, particularly for a data assimilation…
In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…
In this paper, we develop a high order residual distribution (RD) method for solving steady state conservation laws in a novel Hermite weighted essentially non-oscillatory (HWENO) framework recently developed in [24]. In particular, we…
We present a new approach to the numerical upscaling for elliptic problems with rough diffusion coefficient at high contrast. It is based on the localizable orthogonal decomposition of $H^1$ into the image and the kernel of some novel…
We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…
We devise a Hybrid High-Order (HHO) method for highly oscillatory elliptic problems that is capable of handling general meshes. The method hinges on discrete unknowns that are polynomials attached to the faces and cells of a coarse mesh;…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…
We present a high-order method that provides numerical integration on volumes, surfaces, and lines defined implicitly by two smooth intersecting level sets. To approximate the integrals, the method maps quadrature rules defined on…
A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…
We present a novel Hybrid High-Order (HHO) discretization of fourth-order elliptic problems arising from the mechanical modeling of the bending behavior of Kirchhoff-Love plates, including the biharmonic equation as a particular case. The…
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to…
A consequent approach is proposed to construct symplectic force-gradient algorithms of arbitrarily high orders in the time step for precise integration of motion in classical and quantum mechanics simulations. Within this approach the basic…
We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete…
In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such…
The computation of correspondences between shapes is a principal task in shape analysis. To this end, methods based on partial differential equations (PDEs) have been established, encompassing e.g. the classic heat kernel signature as well…
The high temperature expansion (HTE) of the specific heat of a spin system fails at low temperatures, even if it is combined with a Pad\'e approximation. On the other hand we often have information about the low temperature asymptotics…
A novel high-order numerical scheme is proposed to compute the covariant derivative, particularly for divergence and curl, on any curved surface. The proposed scheme does not require the construction of a curved axis or metric tensor, which…